Quantitative Asset Liability Management Modeling
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About this course
Deepen your understanding of ALM risk modeling. Learn to assess earnings and capital exposure to interest rate shifts using key tools like NII and MVE analysis, duration, convexity, and stress testing—including a case study on Silicon Valley Bank.
What you'll learn
- understanding ALM risk modeling
- assessing earnings exposure to interest rate shifts
- conducting NII and MVE analysis
- performing duration and convexity calculations
- applying stress testing methods
Skills you'll gain
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